-65.1%
KMX vs ESTC
-48.1%
-17.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.9% | +0.3% | +4.0% |
| 7D | -4.1% | -1.2% | -2.9% | -3.8% |
| 30D | +2.9% | -8.1% | +11.0% | +4.5% |
| 3M | -7.0% | +20.2% | -27.2% | -12.2% |
| 6M | +34.1% | +72.7% | -38.6% | +14.8% |
| YTD | +40.0% | +19.6% | +20.4% | +29.6% |
| 1Y | +67.2% | +0.3% | +66.9% | +61.0% |
| 3Y | -13.4% | +22.8% | -36.2% | -27.5% |
| 5Y | -65.1% | -50.9% | -14.2% | -71.0% |
| All | -65.1% | -48.1% | -17.0% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling